AMZNAmazon.Com Inc
Options Analysis Report•RETAIL-CATALOG & MAIL-ORDER HOUSES
Market Cap $2.79T|NASDAQ
● 2026-04-30$263.04
BULLISH
Analysis: 2026-04-29 EOD data
1Y +42.6%YTD +16.1%7D +3.1%
Options Vol
1,310,655
30D
Implied Move
±15.1%
IV Rank
67%
AMZN Options Overview
IV is elevated with unusual activity. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.1
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks4/9 checks passed
IV Rank
≤35%IV Rank 88.1% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 2.06x — IV premium over HV
Sector Relative≤50%
Sector percentile 84% — above sector median
Term Structure
<1.1xFront/Back 2.40x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 59.6% — normal range
Spread-Adjusted Value
<80%Effective IV 63.6% (ATM 59.6% + spread 2.0% + bias) — good value
Execution Efficiency
<3.0%Total drag 3.03% (spread 1.99% + slippage 1.04%) — high friction
Vega Efficiency
≥5.0Vega efficiency 539.61 (vega 107.382 / spread 1.99%) — efficient
Sentiment
Bullish or bearish?
6.5
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: -0%, Raw: +2%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -0% (neutral) — Raw: +2%
OI Skew Magnitude
≥15%|OI skew| 23.8% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +35.2%, OI skew +23.8% — aligned
Conviction Quality
≥2/3 conditions0-DTE 41%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +18%, ATM: -12%, OTM: +5% — neutral (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 30% — very bullish vs sector
Activity
Unusual activity?
6.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks5/9 checks passed
Volume Surge
≥1.5xVolume 1.5x avg — elevated
Turnover Rate
≥15%Vol/OI 24.4% — high turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +7.1% (5d) — building
Sector Relative≥60%
Sector activity percentile 90% — very active vs sector
Trade Quality
≥30%Large trade volume 35% — institutional presence
Execution Urgency
≥60%Aggressive execution 47% — patient
Flow Conviction
≥30Conviction -0 (bearish) — mixed
Liquidity
Can I trade efficiently?
7.9
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks5/8 checks passed
Tradeable Spread
≤5.0%Spread 2.0% — tight
Adequate OI
≥10,000OI 5,373,488 — deep
Active Volume
≥500Volume 1,310,655/day — active
Reasonable Cost
≤$0.50$0.10 to cross — cheap
Strike Coverage
≥5 strikes3 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 84% — much wider than sector
Order Book Depth
≥100 contractsDepth 235.5 contracts (bid:113.1 ask:122.4) — adequate
Execution Quality
<1.0%Avg slippage 1.04% — fair
Timing
Is now a good time?
7.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks8/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +139.9% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 88% — seller opportunity
Event Detection
≥10pts kinkIV kink 46.4pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1804.74 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -0% @ 50% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 65 (ITM 20% + inst 35%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.7
bullishIV expensive, bullish flow
Long Puts4.7
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put7.0
bullishIV rich premium, bullish flow
Covered Call6.0
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.